XDEV.L vs. XDEM.L
Compare and contrast key facts about Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
XDEV.L and XDEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEV.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. XDEM.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both XDEV.L and XDEM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEV.L or XDEM.L.
Performance
XDEV.L vs. XDEM.L - Performance Comparison
Returns By Period
In the year-to-date period, XDEV.L achieves a 7.21% return, which is significantly lower than XDEM.L's 30.75% return. Over the past 10 years, XDEV.L has underperformed XDEM.L with an annualized return of 8.27%, while XDEM.L has yielded a comparatively higher 14.04% annualized return.
XDEV.L
7.21%
0.11%
0.55%
13.24%
6.79%
8.27%
XDEM.L
30.75%
1.70%
7.99%
34.97%
13.06%
14.04%
Key characteristics
| XDEV.L | XDEM.L | |
|---|---|---|
| Sharpe Ratio | 1.15 | 2.10 |
| Sortino Ratio | 1.54 | 2.76 |
| Omega Ratio | 1.21 | 1.40 |
| Calmar Ratio | 1.53 | 2.63 |
| Martin Ratio | 5.51 | 9.87 |
| Ulcer Index | 2.15% | 3.43% |
| Daily Std Dev | 10.37% | 16.11% |
| Max Drawdown | -28.20% | -22.42% |
| Current Drawdown | -0.31% | -1.10% |
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XDEV.L vs. XDEM.L - Expense Ratio Comparison
Both XDEV.L and XDEM.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between XDEV.L and XDEM.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XDEV.L vs. XDEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
XDEV.L vs. XDEM.L - Dividend Comparison
Neither XDEV.L nor XDEM.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.74% |
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
Drawdowns
XDEV.L vs. XDEM.L - Drawdown Comparison
The maximum XDEV.L drawdown since its inception was -28.20%, which is greater than XDEM.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for XDEV.L and XDEM.L. For additional features, visit the drawdowns tool.
Volatility
XDEV.L vs. XDEM.L - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a higher volatility of 3.29% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) at 2.89%. This indicates that XDEV.L's price experiences larger fluctuations and is considered to be riskier than XDEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.